Is this problem still current? It looks like there’s a conflict between the version of python installed on the system and the MSYS2-supplied version. Should be a simple matter of making sure that version is not in the PATH when launching the MSYS2 shell.
There’s also a chance that this could arise due to clicking on the wrong MSYS2 shell shortcut. The online installation documentation states that specifically the “MinGW-w64 Win64 shell” shortcut needs to be used.